Tick data for CME futures

Discussion in 'Data Sets and Feeds' started by Nilats, Sep 28, 2015.

  1. Nilats

    Nilats

    Hi

    I see many discussions with old dates. Can someone advise where can I get tick data for major futures for CME like S&P, Gold, Silver etc?

    I know tickdata.com is most expensive provider. Is there any alternatives?

    Thanks
     
  2. MattZ

    MattZ Sponsor

    You can try Rithmic via a number of trading apps, but I am not sure if you need this over a platform or stand alone.

    Thanks,
    Matt
    Optimus Futures
    There is a risk of loss in futures trading. Past performance is not indicative of future results.
     
  3. Nilats

    Nilats

    I just need a downloadable data in CSV. Do not need a platform. I run data through our own back testing software.

    Trying Sierra Chart as they are saying they give 3 years or tick data, but unable to figure our how to actually properly export it tick by tick from the platform...

    I just do not want to spend $125 per symbol per year of tick data and looking for altenratives.
     
  4. i960

    i960

  5. Nilats

    Nilats

    I did try those instrustions earlier myself.
    They do not have tick data for ES contracts after and export.
    It gives you random skipped data...

    A 3 months of tick data exported from TradeStation is 2GB file. From sierra you get small files that it opens in notepad everytime you try to export....
     
  6. Nilats

    Nilats

    There's no historical tick data in Rithmic products, such as R trader
     

  7. Try this site: http://disktrading.is99.com/disktrading/
     
    bellman likes this.
  8. bellman

    bellman

    Well, that is a lot more affordable. All of their sample files are .omz extension. Do you have experience using their service?
     
  9. Nilats

    Nilats

    I run across this website too. It looked scarrry to me because of the 1990s design.
    I second bellman;
    If you have experience with the quality of the data it would help, thanks
     
    bellman likes this.
  10. bellman

    bellman

    I e-mailed them and asked for a .csv or ASCII sample. If they respond I will report here.
     
    #10     Sep 29, 2015
    MrBrowser likes this.